<p>
  The GBM implemented in this tutorial has a lower Sharpe ratio than the S&P 500 index ETF benchmark over the periods 
  we tested. However, the strategy generates a lower annual variance over all the testing period, implying more 
  consistent returns than buy-and-hold. To continue the development of this strategy, future areas of research 
  include:
</p>

<ul>
  <li>Adjusting parameters in the GradientBoostingAlphaModel and SymbolData classes</li>
  <li>Testing other custom loss functions</li>
  <li>Changing the data resolution from minutes to seconds</li>
  <li>Using more/other technical indicators</li>
  <li>
    Adding a model to predict the cost of trading (slippage, commissions, market impact) for each security instead of 
    prescribing a fixed amount
  </li>
</ul>